|
U.S. NIM Classes Affected By Aug. 27, 2007, Downgrades
|
| |
|
|
|
Rating
|
|
CUSIP
|
Deal name
|
Series
|
Class
|
To
|
From
|
|
007625AH9
|
Aegis Net Interest Margin Trust 2005-5 |
2005-5
|
N1
|
B+
|
A-
|
|
007625AJ5
|
Aegis Net Interest Margin Trust 2005-5 |
2005-5
|
N2
|
B-
|
BBB-
|
|
040102AP0
|
Argent NIM 2005-WN3 |
2005-WN3
|
C
|
B+
|
BBB-
|
|
040102AQ8
|
Argent NIM 2005-WN3
|
2005-WN3
|
D
|
B-
|
BB
|
|
04012YAA1
|
Argent NIM 2006-M1 |
2006-M1
|
N1 Notes
|
B
|
A-
|
|
04012YAB9
|
Argent NIM 2006-M1
|
2006-M1
|
N2 Notes
|
B
|
BBB-
|
|
04012YAC7
|
Argent NIM 2006-M1
|
2006-M1
|
N3 Notes
|
B-
|
BB
|
|
04013AAA2
|
Argent NIM 2006-M1
|
2006-M1
|
N4 Notes
|
B-
|
BB-
|
|
040102AS4
|
Argent NIM Trust 2006-W1 |
2006-W1
|
NIM
|
B-
|
BBB-
|
|
045442AA8
|
Asset Backed Funding Corporation CI-1 |
2005-WMC1
|
N1 Notes
|
CCC
|
A-
|
|
045442AB6
|
Asset Backed Funding Corporation CI-1
|
2005-WMC1
|
N2 Notes
|
CCC
|
BBB-
|
|
045442AC4
|
Asset Backed Funding Corporation CI-1
|
2005-WMC1
|
N3 Notes
|
CCC
|
BB+
|
| |
BMAT Mortgage Asset NIM Trust, Series 2006-1 |
2006-1
|
N1 Notes
|
B+
|
BBB-
|
|
144534AH7
|
Carrington NIM Trust 2005-FRE1 |
2005-FRE1
|
Notes
|
B-
|
BBB-
|
|
14453RAA1
|
Carrington NIM Trust 2006-NC2 |
2006-NC2
|
NIM
|
B+
|
BBB-
|
|
149754BC6
|
Cayman ABSC NIMs 2005-HE8 |
2005-HE8
|
A2 Notes
|
B+
|
BBB
|
|
149754BD4
|
Cayman ABSC NIMs 2005-HE8
|
2005-HE8
|
A3 Notes
|
B+
|
BB
|
|
149754BE2
|
Cayman ABSC NIMS 2006-HE1 |
2006-HE1
|
A1
|
B-
|
BBB-
|
|
149754BF9
|
Cayman ABSC NIMS 2006-HE1
|
2006-HE1
|
A2
|
B-
|
BB
|
|
149754BG7
|
Cayman ABSC NIMs 2006-HE2 |
2006-HE2
|
A1 Notes
|
B-
|
A-
|
|
149754BH5
|
Cayman ABSC NIMs 2006-HE2
|
2006-HE2
|
A2 Notes
|
B-
|
BBB-
|
|
149754BJ1
|
Cayman ABSC NIMs 2006-HE2
|
2006-HE2
|
A3 Notes
|
B-
|
BB
|
|
14975BAA5
|
Cayman ABSC NIMs 2006-HE4 |
2006-HE4
|
A1 Notes
|
B+
|
A-
|
|
14975BAB3
|
Cayman ABSC NIMs 2006-HE4
|
2006-HE4
|
A2 Notes
|
B
|
BBB-
|
|
14975BAC1
|
Cayman ABSC NIMs 2006-HE4
|
2006-HE4
|
A3 Notes
|
B
|
BB
|
|
14975BAD9
|
Cayman ABSC NIMs 2006-HE4
|
2006-HE4
|
A4 Notes
|
CCC
|
B
|
|
18976TAU2
|
CMO Holdings III Ltd. 2006-19 Group 5 |
2006-19
|
V-A-1
|
BB-
|
A-
|
|
18976TAV0
|
CMO Holdings III Ltd. 2006-19 Group 5
|
2006-19
|
V-A-2
|
B
|
BBB-
|
|
18976TAW8
|
CMO Holdings III Ltd. 2006-19 Group 5
|
2006-19
|
V-A-3
|
B
|
BB
|
|
18976WAL5
|
CMO Holdings III Ltd. 2006-21 Group 3 |
2006-21-I - 2006-21-V
|
III-A-1
|
B
|
A-
|
|
18976WAM3
|
CMO Holdings III Ltd. 2006-21 Group 3
|
2006-21-I - 2006-21-V
|
III-A-2
|
B
|
BBB+
|
|
18976WAN1
|
CMO Holdings III Ltd. 2006-21 Group 3
|
2006-21-I - 2006-21-V
|
III-A-3
|
B
|
BB+
|
|
18976WAR2
|
CMO Holdings III Ltd. 2006-21 Group 4 |
2006-21-IV
|
IV-A-1
|
BB-
|
A-
|
|
18976WAS0
|
CMO Holdings III Ltd. 2006-21 Group 4
|
2006-21-IV
|
IV-A-2
|
BB-
|
BBB
|
|
18978WAT8
|
CMO Holdings III Ltd. 2006-21 Group 4
|
2006-21-IV
|
IV-A-3
|
BB-
|
BB
|
|
18976RAF9
|
CMO Holdings III Ltd. |
2006-18
|
II-A-1
|
BB-
|
A-
|
|
18976RAG7
|
CMO Holdings III Ltd.
|
2006-18
|
II-A-2
|
BB-
|
BBB-
|
|
18976RAH5
|
CMO Holdings III Ltd.
|
2006-18
|
II-A-3
|
B
|
BB
|
|
12633PDZ4
|
Credit Suisse NIMs Trust HEAT 2005-7 NIM40 |
2007-7 NIM
|
A Notes
|
B-
|
A-
|
|
12633PEA8
|
Credit Suisse NIMs Trust HEAT 2005-7 NIM40
|
2007-7 NIM
|
B Notes
|
B-
|
BBB-
|
|
225411AA5
|
Credit Suisse NIMs Trust HEAT 2005-8 NIM41 |
2005-8 NIM
|
A Notes
|
B-
|
BBB-
|
|
225411AB3
|
Credit Suisse NIMs Trust HEAT 2005-8 NIM41
|
2005-8 NIM
|
B Notes
|
B-
|
BB+
|
|
225411AP2
|
Credit Suisse NIMs Trust HEAT 2006-2 NIM 44 |
2006-2 NIM
|
A
|
B-
|
A-
|
|
225411AQ0
|
Credit Suisse NIMs Trust HEAT 2006-2 NIM 44
|
2006-2 NIM
|
B
|
B-
|
BBB-
|
|
225411AR8
|
Credit Suisse NIMs Trust HEAT 2006-2 NIM 44
|
2006-2 NIM
|
C
|
B-
|
BB+
|
|
22545JAA2
|
Credit Suisse NIMs Trust HEAT 2006-6 NIM48 |
2006-6 NIM 48
|
A
|
B
|
A-
|
|
22545JAB0
|
Credit Suisse NIMs Trust HEAT 2006-6 NIM48
|
2006-6 NIM 48
|
B
|
B
|
BBB-
|
|
22545JAC8
|
Credit Suisse NIMs Trust HEAT 2006-6 NIM48
|
2006-6 NIM 48
|
C
|
B
|
BB+
|
|
22545NAA3
|
Credit Suisse NIMs Trust HEAT 2006-7 NIM49 |
2006-7 NIM 49
|
A Notes
|
BB-
|
BBB-
|
|
22545NAB1
|
Credit Suisse NIMs Trust HEAT 2006-7 NIM49
|
2006-7 NIM 49
|
B Notes
|
BB-
|
BB+
|
|
126670A81
|
CWABS 2006-5N |
2006-5N
|
N-3
|
BB-
|
BBB-
|
|
126670A99
|
CWABS 2006-5N
|
2006-5N
|
N-4
|
B
|
BB
|
|
31561XAA1
|
FFML NIM Company 2006-FF2 |
2006-FF2
|
A
|
B-
|
BBB-
|
|
315618AA6
|
FFML NIM Company 2006-FF2
|
2006-FF2
|
B
|
CCC
|
BB-
|
|
357528AA6
|
Fremont NIM 2006-A Ltd. |
2006-A
|
N1
|
B
|
A-
|
|
357528AB4
|
Fremont NIM 2006-A Ltd.
|
2006-A
|
N2
|
B
|
BBB-
|
|
357528AC2
|
Fremont NIM 2006-A Ltd.
|
2006-A
|
N3
|
B
|
BB
|
|
357523AU3
|
Fremont NIM Trust 2005-E |
2005-E NIM
|
Notes
|
B-
|
A-
|
|
361597AA5
|
GE-WMC Mortgage Securities CI-NIM 2006-1 Ltd. |
2006-1 LTD
|
N-1
|
CCC
|
A-
|
|
361597AB3
|
GE-WMC Mortgage Securities CI-NIM 2006-1 Ltd. |
2006-1 LTD
|
N-2
|
CCC
|
BBB-
|
|
361598AA3
|
GE-WMC Mortgage Securities CI-NIM 2006-1 Ltd.
|
2006-1 LTD
|
N-3
|
CCC
|
BB+
|
|
36297SAA2
|
GSAMP 2006-FM1-N Ltd |
2006-FM1-N
|
N1
|
B
|
A
|
|
36297SAB0
|
GSAMP 2006-FM1-N Ltd
|
2006-FM1-N
|
N2
|
B
|
BBB-
|
|
36297SAC8
|
GSAMP 2006-FM1-N Ltd
|
2006-FM1-N
|
N3
|
B-
|
BB
|
|
36298KAA8
|
GSAMP 2006-NC2-N Ltd. |
2006-NC2-N
|
N1
|
B+
|
A
|
|
36298KAB6
|
GSAMP 2006-NC2-N Ltd.
|
2006-NC2-N
|
N2
|
B
|
BBB-
|
|
36298KAC4
|
GSAMP 2006-NC2-N Ltd.
|
2006-NC2-N
|
N3
|
B
|
BB
|
|
362334CH5
|
GSAMP Trust 2005-AHL2-N |
2005-AHL2N
|
NIM
|
B-
|
BBB-
|
|
45072JAA4
|
IXIS Real Estate Capital Inc. NIM 2006-HE1N |
2006-HE1N
|
N-1
|
B+
|
BBB+
|
|
45072JAB2
|
IXIS Real Estate Capital Inc. NIM 2006-HE1N
|
2006-HE1N
|
N-2
|
B-
|
BBB-
|
|
45072VAA7
|
IXIS Real Estate Capital Inc. NIM 2006-HE2N |
2006-HE2N
|
N-1
|
B
|
BBB+
|
|
45072VAB5
|
IXIS Real Estate Capital Inc. NIM 2006-HE2N
|
2006-HE2N
|
N-2
|
B
|
BBB-
|
|
46602VAA4
|
IXIS Real Estate Capital Inc. NIM 2006-HE3N |
2006-HE3N
|
N-1
|
B+
|
BBB+
|
|
46602VAB2
|
IXIS Real Estate Capital Inc. NIM 2006-HE3N |
2006-HE3N
|
N-2
|
B
|
BB+
|
|
481230AA8
|
JPMAC NIM 2006-FREN2 |
2006-FREN2
|
N Notes
|
B-
|
BBB-
|
|
46628JAA1
|
JPMAC NIM 2006-NCN1 |
2006-NCN1
|
A Notes
|
B
|
A-
|
|
46628JAC7
|
JPMAC NIM 2006-NCN1
|
2006-NCN1
|
B Notes
|
B
|
BBB-
|
|
46628JAE3
|
JPMAC NIM 2006-NCN1
|
2006-NCN1
|
C Notes
|
CCC
|
BB
|
|
54240CAA8
|
Long Beach Asset Holdings Corp. CI 2006-1 |
2006-1
|
N-1
|
B-
|
A-
|
|
54240CAB6
|
Long Beach Asset Holdings Corp. CI 2006-1
|
2006-1
|
N-2
|
CCC
|
BBB-
|
|
542393AA1
|
Long Beach Asset Holdings Corp. CI 2006-2 |
2006-2
|
N1
|
B-
|
A-
|
|
542393AB9
|
Long Beach Asset Holdings Corp. CI 2006-2
|
2006-2
|
N2
|
CCC
|
BBB-
|
|
542393AC7
|
Long Beach Asset Holdings Corp. CI 2006-2
|
2006-2
|
N3
|
CCC
|
BB
|
|
54240DAA6
|
Long Beach Asset Holdings Corp. CI 2006-3 |
2006-3
|
N-1 Notes
|
B
|
A-
|
|
54240DAB4
|
Long Beach Asset Holdings Corp. CI 2006-3
|
2006-3
|
N-2 Notes
|
B-
|
BBB-
|
|
54240BAA0
|
Long Beach Asset Holdings Corp. CI 2006-3
|
2006-3
|
N-3 Notes
|
CCC
|
BB
|
|
54240KAA0
|
Long Beach Asset Holdings Corp. CI 2006-WL2 |
2006-WL2
|
N-1
|
B-
|
A-
|
|
92929AAA0
|
WM Asset Holdings Corp. CI 2006-5 LLC |
2006-5 LLC
|
Class N-1
|
B
|
A-
|
|
92929AAB8
|
WM Asset Holdings Corp. CI 2006-5 LLC
|
2006-5 LLC
|
Class N-2
|
B
|
BBB-
|
|
92928YAA9
|
WM Asset Holdings Corp. CI 2006-5 LLC
|
2006-5 LLC
|
Class N-3
|
CCC
|
BB
|
|
55266SAS0
|
MASTR ABS NIM TRUST 2005-NC2 |
2005-NC2
|
Note
|
B-
|
BBB-
|
|
57644PAA4
|
MASTR CI-12 |
2005-HE2
|
N1
|
CCC
|
A-
|
|
57644PAB2
|
MASTR CI-12
|
2005-HE2
|
N2
|
CCC
|
BBB-
|
|
57644PAC0
|
MASTR CI-12
|
2005-HE2
|
N3
|
CCC
|
BB+
|
|
57643KAA6
|
MASTR CI-16 |
2005-FRE1
|
N1 Notes
|
B-
|
BBB
|
|
57643KAB4
|
MASTR CI-16
|
2005-FRE1
|
N2 Notes
|
B-
|
BB+
|
|
57644VAA1
|
MASTR CI-17 |
2006-FRE2
|
N1 Notes
|
CCC
|
BBB-
|
|
57644VAB9
|
MASTR CI-17
|
2006-FRE2
|
N2 Notes
|
CCC
|
BB+
|
|
57644WAA9
|
MASTR CI-18 |
2006-HE1
|
N1
|
CCC
|
A+
|
|
57644WAB7
|
MASTR CI-18
|
2006-HE1
|
N2
|
CCC
|
A-
|
|
57644WAC5
|
MASTR CI-18
|
2006-HE1
|
N3
|
CCC
|
BBB-
|
|
57646CAA1
|
MASTR CI-22 |
2006-WMC2
|
N1
|
CCC
|
A-
|
|
57646CAB9
|
MASTR CI-22
|
2006-WMC2
|
N2
|
CCC
|
BBB+
|
|
57646CAC7
|
MASTR CI-22
|
2006-WMC2
|
N3
|
CCC
|
BBB
|
|
57646AAA5
|
MASTR CI-23 |
2006-HE2/3
|
N1
|
B-
|
BBB+
|
|
57646AAB3
|
MASTR CI-23
|
2006-HE2/3
|
N2
|
B-
|
BBB
|
|
57646AAC1
|
MASTR CI-23
|
2006-HE2/3
|
N3
|
B-
|
BBB-
|
|
55290SAA9
|
MASTR CI-24 |
2006-NC2
|
N1 Notes
|
B
|
A-
|
|
55290SAB7
|
MASTR CI-24
|
2006-NC2
|
N2 Notes
|
B
|
BBB-
|
|
55275PAA4
|
MASTR CI-24
|
2006-NC2
|
N3 Notes
|
B
|
BB
|
|
57646BAA3
|
MASTR CI-25 |
2006-WMC3
|
N1
|
CCC
|
A-
|
|
57646BAB1
|
MASTR CI-25
|
2006-WMC3
|
N2
|
CCC
|
BBB
|
|
57646BAC9
|
MASTR CI-25
|
2006-WMC3
|
N3
|
CCC
|
BBB-
|
|
57646BAD7
|
MASTR CI-25
|
2006-WMC3
|
N4
|
CCC
|
BB+
|
|
59020UV69
|
Merrill Lynch Mortgage Investors NIM Trust, Series 2005-HE2 |
2005-HE2
|
N1 Notes
|
B
|
BBB
|
|
59022MAT8
|
Merrill Lynch Mortgage Investors NIM Trust, Series 2005-OWN5 |
2005-OWN5
|
N1
|
B+
|
A+
|
|
55308QAA3
|
MLMI Cayman NIM 2006-AR1, Ltd. |
2006-AR1
|
N1
|
B
|
A-
|
|
55308QAB1
|
MLMI Cayman NIM 2006-AR1, Ltd.
|
2006-AR1
|
N2
|
B
|
BBB-
|
|
55308QAC9
|
MLMI Cayman NIM 2006-AR1, Ltd.
|
2006-AR1
|
N3
|
B
|
BB
|
|
61752EAA9
|
Morgan Stanley ABS Capital I Inc. NIM 2006-HE6N Ltd. |
2006-HE6N
|
N-1
|
B+
|
A-
|
|
61752EAB7
|
Morgan Stanley ABS Capital I Inc. NIM 2006-HE6N Ltd.
|
2006-HE6N
|
N-2
|
B+
|
BBB-
|
|
61752EAC5
|
Morgan Stanley ABS Capital I Inc. NIM 2006-HE6N Ltd.
|
2006-HE6N
|
N-3
|
B+
|
BB+
|
|
61751HAA3
|
Morgan Stanley ABS Capital I Inc. NIM 2006-NC4N Ltd. |
2006-NC4
|
N-1 Notes
|
B
|
A-
|
|
61751HAB1
|
Morgan Stanley ABS Capital I Inc. NIM 2006-NC4N Ltd.
|
2006-NC4
|
N-2 Notes
|
B
|
BBB-
|
|
61751FAA7
|
Morgan Stanley ABS Capital I Inc. NIM 2006-NC4N Ltd.
|
2006-NC4
|
N-3 Notes
|
B
|
BB+
|
|
61751EAA0
|
Morgan Stanley ABS Capital I Inc. NIM 2006-WMC2N Ltd. |
2006-WMC2
|
N-1 Notes
|
CCC
|
A-
|
|
61751EAB8
|
Morgan Stanley ABS Capital I Inc. NIM 2006-WMC2N Ltd.
|
2006-WMC2
|
N-2 Notes
|
CCC
|
BBB-
|
|
61751VAA2
|
Morgan Stanley ABS Capital I Inc. NIM 2006-WMC2N Ltd.
|
2006-WMC2
|
N-3 Notes
|
CCC
|
BB+
|
|
61749RAA6
|
Morgan Stanley IXIS Real Estate Capital NIM 2006-1N Ltd. |
2006-1N
|
N-1 Notes
|
B
|
BBB+
|
|
61749RAB4
|
Morgan Stanley IXIS Real Estate Capital NIM 2006-1N Ltd.
|
2006-1N
|
N-2 Notes
|
B
|
BBB-
|
|
68402RAA9
|
Option One Mortgage Securities Corp NIM Trust 2006-3 |
2006-3
|
Notes
|
B-
|
BBB-
|
|
751562AA7
|
RAMP 2006-NC1N |
2006-NC1N
|
Class N-A
|
B+
|
A-
|
|
751562AB5
|
RAMP 2006-NC1N
|
2006-NC1N
|
Class N-B
|
B
|
BBB-
|
|
784002AK3
|
SAIL NIM Company |
2005-8
|
A
|
B-
|
BBB-
|
|
783898AF6
|
SAIL NIM Company
|
2005-8
|
B
|
CCC
|
BB+
|
|
784002AL1
|
SAIL NIM Company
|
2005-9
|
A Notes
|
B-
|
BBB
|
|
784002AM9
|
SAIL NIM Company
|
2005-9
|
B Notes
|
B-
|
BBB-
|
|
784002AP2
|
SAIL NIM Company
|
2005-11
|
A Notes
|
B-
|
BBB-
|
|
783898AH2
|
SAIL NIM Company
|
2005-11
|
B Notes
|
CCC
|
BB+
|
|
78710DAA6
|
SAIL NIM Company II |
2006-1
|
A Notes
|
B-
|
BBB
|
|
78710DAB4
|
SAIL NIM Company II
|
2006-1
|
B Notes
|
B-
|
BBB-
|
|
78710EAA4
|
SAIL NIM Company II
|
2006-1
|
C Notes
|
CCC
|
BB+
|
|
78710DAC2
|
SAIL NIM Company II
|
2006-BNC1
|
A Notes
|
CCC
|
BBB+
|
|
78710DAD0
|
SAIL NIM Company II
|
2006-BNC1
|
B Notes
|
CCC
|
BBB-
|
|
78710EAB2
|
SAIL NIM Company II
|
2006-BNC1
|
C Notes
|
CCC
|
BB+
|
|
78710DAE8
|
SAIL NIM Company II
|
2006-2
|
A Notes
|
B-
|
BBB
|
|
78710DAF5
|
SAIL NIM Company II
|
2006-2
|
B Notes
|
B-
|
BBB-
|
|
78710EAC0
|
SAIL NIM Company II
|
2006-2
|
C Notes
|
CCC
|
BB+
|
|
78710DAJ7
|
SAIL NIM Company II
|
2006-3
|
A Notes
|
B
|
BBB
|
|
78710EAD8
|
SAIL NIM Company II
|
2006-3
|
B Notes
|
CCC
|
BB+
|
|
78710DAK4
|
SAIL NIM Company II
|
2006-4
|
A
|
B+
|
A-
|
|
78710EAE6
|
SAIL NIM Company II
|
2006-4
|
B
|
CCC
|
BBB-
|
|
78710DAG3
|
SAIL NIM Company II 2006-BNC2 |
2006-BNC2
|
Class A
|
CCC
|
BBB-
|
|
78710DAH1
|
SAIL NIM Company II 2006-BNC2
|
2006-BNC2
|
Class B
|
CCC
|
BB+
|
|
80382AAA5
|
SASCO NIM Company 2006-AM1 |
2006-AM1
|
A Notes
|
B
|
BBB
|
|
80382AAB3
|
SASCO NIM Company 2006-AM1
|
2006-AM1
|
B Notes
|
B-
|
BB
|
|
80383FAA3
|
SASCO NIM Company 2006-BC1 |
2006-BC1
|
A Notes
|
B-
|
A-
|
|
80383JAA5
|
SASCO NIM Company 2006-BC1
|
2006-BC1
|
B Notes
|
B-
|
BBB
|
|
80383WAA6
|
SASCO NIM Company 2006-BC2 |
2006-BC2
|
A Notes
|
B-
|
BBB-
|
|
80383VAA8
|
SASCO NIM Company 2006-BC2
|
2006-BC2
|
B Notes
|
B-
|
BB
|
|
78401NAK6
|
SB Finance NIM Trust 2005-HE4 |
2005-HE4
|
Notes
|
B
|
BBB-
|
|
78391EAA0
|
SB Finance NIM Trust 2006-NC1 |
2006-NC1
|
Notes
|
B
|
A-
|
|
78401NAJ9
|
SB Finance NIM Trust 2006-WMCN1 |
2006-WMCN1
|
N1
|
B-
|
BBB-
|
|
81375XAU8
|
Securitized Asset Backed NIM Trust 2006-WM1 |
2006-WM1
|
Notes
|
B-
|
BBB-
|
|
81879RAE8
|
SGMS NIM 2006-FRE1 |
2006-FRE1
|
IN1
|
B-
|
A-
|
|
81879RAF5
|
SGMS NIM 2006-FRE1
|
2006-FRE1
|
IN2
|
B-
|
BBB-
|
|
81879RAG3
|
SGMS NIM 2006-FRE1
|
2006-FRE1
|
IN3
|
CCC
|
BB
|
|
784205AA4
|
SGMS NIM 2006-FRE2 |
2006-FRE2
|
N1
|
CCC
|
A-
|
|
784205AB2
|
SGMS NIM 2006-FRE2
|
2006-FRE2
|
N2
|
CCC
|
BBB-
|
|
784205AC0
|
SGMS NIM 2006-FRE2
|
2006-FRE2
|
N3
|
CCC
|
BB
|
|
82002EAA3
|
Sharps SP I LLC Net Interest Margin 2006-ASAP3N |
2006-ASAP3N
|
N-A
|
B
|
A-
|
|
82002EAB1
|
Sharps SP I LLC Net Interest Margin 2006-ASAP3N
|
2006-ASAP3N
|
N-B
|
B-
|
BBB-
|
|
820018CC1
|
Sharps SP I LLC Net Interest Margin Trust 2005-HE6N |
2005-HE6N
|
Notes
|
B-
|
BBB-
|
|
82001XAA2
|
Sharps SP I LLC Net Interest Margin 2006-HE1N |
2006-HE1N
|
N-A
|
B-
|
A-
|
|
82001XAB0
|
Sharps SP I LLC Net Interest Margin 2006-HE1N
|
2006-HE1N
|
N-B
|
B-
|
BBB-
|
|
82001XAC8
|
Sharps SP I LLC Net Interest Margin 2006-HE1N
|
2006-HE1N
|
N-C
|
B-
|
BB
|
|
82001YAA0
|
Sharps SP I LLC Net Interest Margin 2006-HE2N |
2006-HE2N
|
N-A
|
B-
|
A-
|
|
82001YAB8
|
Sharps SP I LLC Net Interest Margin 2006-HE2N
|
2006-HE2N
|
N-B
|
B-
|
BBB-
|
|
82001YAC6
|
Sharps SP I LLC Net Interest Margin 2006-HE2N
|
2006-HE2N
|
N-C
|
B-
|
BB
|
|
82002DAA5
|
Sharps SP I LLC Net Interest Margin 2006-HE3N |
2006-HE3N
|
N-A
|
B
|
A-
|
|
82002DAB3
|
Sharps SP I LLC Net Interest Margin 2006-HE3N
|
2006-HE3N
|
N-B
|
B
|
BBB-
|
|
83611CAA8
|
Soundview CI-10 |
2006-2
|
N1
|
B+
|
A-
|
|
83611CAB6
|
Soundview CI-10
|
2006-2
|
N2
|
B+
|
BBB-
|
|
83611EAA4
|
Soundview CI-10
|
2006-2
|
N3
|
B+
|
BB
|
|
83611EAB2
|
Soundview CI-10
|
2006-2
|
N4
|
B-
|
B
|
|
83613EAA2
|
Soundview CI-17 |
2006-3
|
N1
|
BB-
|
A-
|
|
83613EAB0
|
Soundview CI-17
|
2006-3
|
N2
|
B+
|
BBB-
|
|
836134AA4
|
Soundview CI-17
|
2006-3
|
N3
|
B
|
BB
|
|
88155WAB3
|
Terwin Cayman NIM 2005-16, LTD. |
2005-16
|
N2 Notes
|
B-
|
A
|
|
88155WAC1
|
Terwin Cayman NIM 2005-16, LTD.
|
2005-16
|
N3 Notes
|
CCC
|
BBB-
|
|
88156FAA1
|
Terwin Cayman NIM 2006-17, LTD. |
2006-17
|
N Notes
|
BB
|
BBB-
|
|
92931FAA5
|
WM Asset Holdings Corp. CI 2006-4 |
2006-4
|
N-1 Notes
|
B-
|
A-
|
|
92931FAB3
|
WM Asset Holdings Corp. CI 2006-4
|
2006-4
|
N-2 Notes
|
CCC
|
BBB-
|
|
92931GAA3
|
WM Asset Holdings Corp. CI 2006-4
|
2006-4
|
N-3 Notes
|
CCC
|
BB
|
